CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0910 |
1.0902 |
-0.0009 |
-0.1% |
1.0978 |
| High |
1.0933 |
1.0924 |
-0.0009 |
-0.1% |
1.0996 |
| Low |
1.0872 |
1.0891 |
0.0019 |
0.2% |
1.0871 |
| Close |
1.0887 |
1.0918 |
0.0031 |
0.3% |
1.0918 |
| Range |
0.0061 |
0.0033 |
-0.0028 |
-45.5% |
0.0125 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
188,196 |
150,030 |
-38,166 |
-20.3% |
912,739 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1010 |
1.0997 |
1.0936 |
|
| R3 |
1.0977 |
1.0964 |
1.0927 |
|
| R2 |
1.0944 |
1.0944 |
1.0924 |
|
| R1 |
1.0931 |
1.0931 |
1.0921 |
1.0937 |
| PP |
1.0911 |
1.0911 |
1.0911 |
1.0914 |
| S1 |
1.0898 |
1.0898 |
1.0914 |
1.0904 |
| S2 |
1.0878 |
1.0878 |
1.0911 |
|
| S3 |
1.0845 |
1.0865 |
1.0908 |
|
| S4 |
1.0812 |
1.0832 |
1.0899 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1234 |
1.0986 |
|
| R3 |
1.1177 |
1.1110 |
1.0952 |
|
| R2 |
1.1053 |
1.1053 |
1.0940 |
|
| R1 |
1.0985 |
1.0985 |
1.0929 |
1.0957 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0914 |
| S1 |
1.0861 |
1.0861 |
1.0906 |
1.0832 |
| S2 |
1.0804 |
1.0804 |
1.0895 |
|
| S3 |
1.0679 |
1.0736 |
1.0883 |
|
| S4 |
1.0555 |
1.0612 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1016 |
1.0871 |
0.0145 |
1.3% |
0.0058 |
0.5% |
32% |
False |
False |
219,587 |
| 10 |
1.1041 |
1.0871 |
0.0170 |
1.6% |
0.0066 |
0.6% |
27% |
False |
False |
209,156 |
| 20 |
1.1175 |
1.0871 |
0.0304 |
2.8% |
0.0067 |
0.6% |
15% |
False |
False |
189,520 |
| 40 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0070 |
0.6% |
36% |
False |
False |
139,025 |
| 60 |
1.1175 |
1.0590 |
0.0585 |
5.4% |
0.0071 |
0.7% |
56% |
False |
False |
93,025 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0071 |
0.6% |
60% |
False |
False |
70,086 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0067 |
0.6% |
60% |
False |
False |
56,211 |
| 120 |
1.1175 |
1.0534 |
0.0641 |
5.9% |
0.0063 |
0.6% |
60% |
False |
False |
46,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1064 |
|
2.618 |
1.1010 |
|
1.618 |
1.0977 |
|
1.000 |
1.0957 |
|
0.618 |
1.0944 |
|
HIGH |
1.0924 |
|
0.618 |
1.0911 |
|
0.500 |
1.0907 |
|
0.382 |
1.0903 |
|
LOW |
1.0891 |
|
0.618 |
1.0870 |
|
1.000 |
1.0858 |
|
1.618 |
1.0837 |
|
2.618 |
1.0804 |
|
4.250 |
1.0750 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0914 |
1.0912 |
| PP |
1.0911 |
1.0907 |
| S1 |
1.0907 |
1.0902 |
|